+49.8%
OII vs VT
+214.8%
-165.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | +0.7% |
| 7D | -18.1% | -4.2% | -14.0% | -11.9% |
| 30D | -24.3% | -5.8% | -18.5% | -15.7% |
| 3M | -29.2% | -5.2% | -24.0% | -22.1% |
| 6M | -9.6% | +0.1% | -9.8% | -10.6% |
| YTD | +41.6% | +8.2% | +33.4% | +20.9% |
| 1Y | +46.9% | +10.1% | +36.7% | +21.4% |
| 3Y | +49.3% | +69.7% | -20.3% | -43.9% |
| 5Y | +142.2% | +53.4% | +88.8% | +9.9% |
| All | +49.8% | +214.8% | -165.0% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling